The latest version of the PIA App for Windows, MacOS and Linux can be found on our Downloads page, along with change logs. The application should automatically alert you to new updates.
The latest version of our iOS app can be found on the iTunes store here, along with the latest changes. To update the PIA app, simply open up the App Store, go to the Updates tab and click the Update button next to the PIA logo. If it's not there, you should already be using the latest version!